Research classified by Journal of Economic Literature (JEL) codes

2012

• George Dikos & Dimitrios Thomakos, 2012, "Econometric testing of the real option hypothesis: evidence from investment in oil tankers," Empirical Economics, Springer, volume 42, issue 1, pages 121-145, February, DOI: 10.1007/s00181-010-0412-5.
• Aloisio Araujo & Alain Chateauneuf & José Faro, 2012, "Pricing rules and Arrow–Debreu ambiguous valuation," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 49, issue 1, pages 1-35, January, DOI: 10.1007/s00199-011-0660-4.
• Andrés Carvajal & Marek Weretka, 2012, "No-arbitrage, state prices and trade in thin financial markets," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 50, issue 1, pages 223-268, May, DOI: 10.1007/s00199-010-0567-5.
• Matthew Hoelle, 2012, "Transaction costs and planner intervention," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 50, issue 3, pages 603-634, August, DOI: 10.1007/s00199-010-0583-5.
• Joon Song, 2012, "Futures market: contractual arrangement to restrain moral hazard in teams," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 51, issue 1, pages 163-189, September, DOI: 10.1007/s00199-010-0600-8.
• Takuya Masuzawa, 2012, "Strong convexity of NTU games," International Journal of Game Theory, Springer;Game Theory Society, volume 41, issue 3, pages 699-705, August, DOI: 10.1007/s00182-012-0330-1.
• Ian Martin, 2012, "On the Valuation of Long-Dated Assets," Journal of Political Economy, University of Chicago Press, volume 120, issue 2, pages 346-358, DOI: 10.1086/666527.
• Víctor Pérez Fernández & Juan Pablo Torres-Martínez, 2012, "Incomplete Financial Participation: Exclusive Markets, Investment Clubs, and Credit Risk," Working Papers, University of Chile, Department of Economics, number wp363, Sep.
• Aurora Murgea & Robert Reisz, 2012, "Does the market make us happy? The stock market and well-being," FEAA Working Papers, West University of Timisoara, Romania, Faculty of Economics and Business Administration, number 2012.FEAA.F.03, Jul.
• Dick, Christian D. & Knobloch, Michael & Al-Umaray, Kerim S. & Jaroszek, Lena & Schröder, Michael & Tiffe, Achim, 2012, "Studie zu Dispozinsen / Ratenkrediten - Forschungsvorhaben zur Bereitstellung wissenschaftlicher Entscheidungshilfe für das Bundesministerium für Ernährung, Landwirtschaft und Verbraucherschutz (BMELV)," EconStor Research Reports, ZBW - Leibniz Information Centre for Economics, number 65418, Jul.
• Uhlenbrock, Jens, 2012, "Pricing And Regulation In Multi-sided Markets - Implications for Payment Card Networks And Smart Metering," EconStor Theses, ZBW - Leibniz Information Centre for Economics, number 58351.
• Fischer, Thomas & Riedler, Jesper, 2012, "Prices, debt and market structure in an agent-based model of the financial market," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 12-045.
• Josef Falkinger, 2012, "Em-powering economics: Some thoughts on policy and financial markets," ECON - Working Papers, Department of Economics - University of Zurich, number 093, Sep.

2011

• Daniela Elena Marinescu & Dumitru Marin & Ioana Manafi, 2011, "Analyzing Consumer’s Behaviour in Risk and Uncertainty Situations," International Journal of Economic Practices and Theories, Academy of Economic Studies - Bucharest, Romania, volume 1, issue 2, pages 51-57, September.
• Doru-Cristian CORETCHI, 2011, "The Role Of The Public-Private Partnership Under Economic Crisis At Eu Level And Its Challenges On The Romanian Market," Journal of Doctoral Research in Economics, The Bucharest University of Economic Studies, volume 3, issue 1, pages 38-46, March.
• Cristian Ionescu, 2011, "Micro-prudentiality and financial stability," Studies and Scientific Researches. Economics Edition, "Vasile Alecsandri" University of Bacau, Faculty of Economic Sciences, issue 16-17.
• Simona Cociuba & Malik Shukayev & Alexander Ueberfeldt, 2011, "Do Low Interest Rates Sow the Seeds of Financial Crises?," Staff Working Papers, Bank of Canada, number 11-31, DOI: 10.34989/swp-2011-31.
• Riedel, Frank, 2016, "Finance without probabilistic prior assumptions," Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University, number 450, Feb.
• Peter Sinclair, 2011, "Macroprudential Financial Regulation: Why, What, How?," Discussion Papers, Department of Economics, University of Birmingham, number 11-21, Dec.
• Viral V. Acharya & S. Viswanathan, 2011, "Leverage, Moral Hazard, and Liquidity," Journal of Finance, American Finance Association, volume 66, issue 1, pages 99-138, February, DOI: j.1540-6261.2010.01627.x.
• George M. Constantinides & Michal Czerwonko & Jens Carsten Jackwerth & Stylianos Perrakis, 2011, "Are Options on Index Futures Profitable for Risk‐Averse Investors? Empirical Evidence," Journal of Finance, American Finance Association, volume 66, issue 4, pages 1407-1437, August.
• Riccardo Giacomelli & Elisa Luciano, 2011, "Equilibrium price of immediacy and infrequent trade," Carlo Alberto Notebooks, Collegio Carlo Alberto, number 221, revised 2013.
• Burkhard Schipper & Martin Meier & Aviad Heifetz, 2011, "Unawareness, Beliefs, and Speculative Trade," Working Papers, University of California, Davis, Department of Economics, number 47, Oct.
• Timothy Besley & Maitreesh Ghatak, 2011, "Taxation and Regulation of Bonus Pay," STICERD - Economic Organisation and Public Policy Discussion Papers Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 030, Jul.
• Ana Fostel & John Geanakoplos, 2011, "Tranching, CDS and Asset Prices: How Financial Innovation Can Cause Bubbles and Crashes," Levine's Working Paper Archive, David K. Levine, number 786969000000000168, Jul.
• Ana Fostel & John Geanakoplos, 2011, "Tranching, CDS and Asset Prices: How Financial Innovation Can Cause Bubbles and Crashes," Levine's Working Paper Archive, David K. Levine, number 786969000000000192, Aug.
• Jorge Mario Uribe Gil & Inés María Ulloa Villegas, 2011, "Revisando la hipótesis de los mercados eficientes: nuevos datos, nuevas crisis y nuevas estimaciones," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID.
• Duvan Fernando Torres Gómez & Astrid Carolina Arroyave Tangarife, 2011, "Implicaciones de Forward y Futuros para el Sector Eléctrico Colombiano," Borradores Departamento de Economía, Universidad de Antioquia, CIE, number 8982, Mar.
• Kondor, Péter & Guerrieri, Veronica, 2011, "Fund Managers, Career Concerns, and Asset Price Volatility," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8454, Jun.
• Besley, Tim & Ghatak, Maitreesh, 2011, "Taxation and Regulation of Bonus Pay," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8532, Aug.
• Bottazzi, Jean-Marc & Luque, Jaime & Páscoa, Mário R., 2011, "Trading and rational security pricing bubbles," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number we1119, May.
• Bottazzi, Jean-Marc & Luque, Jaime & Pascoa, Mario R. & Sundaresan, Suresh, 2011, "The dollar squeeze of the financial crisis," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number we1139, Dec.
• Ana Fostel & John Geanakoplos, 2011, "Endogenous Leverage: VaR and Beyond," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1800, May.
• Ana Fostel & John Geanakoplos, 2011, "Tranching, CDS and Asset Prices: How Financial Innovation Can Cause Bubbles and Crashes," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1809, Jul.
• Ana Fostel & John Geanakoplos, 2011, "Tranching, CDS and Asset Prices: How Financial Innovation Can Cause Bubbles and Crashes," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1809R, Aug.
• John Geanakoplos, 2011, "Greek Debt and American Debt: Graduation Speech at the University of Athens Economics and Business School," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1837, Dec.
• John Geanakoplos & Lasse H. Pedersen, 2011, "Monitoring Leverage," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1838, Dec.
• Lin, Xiaoji & Zhang, Lu, 2011, "Covariances versus Characteristics in General Equilibrium," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2011-15, Jul.
• Cvitanic, Jaksa & Malamud, Semyon, 2011, "Price impact and portfolio impact," Journal of Financial Economics, Elsevier, volume 100, issue 1, pages 201-225, April.
• Aouani, Zaier & Cornet, Bernard, 2011, "Reduced equivalent form of a financial structure," Journal of Mathematical Economics, Elsevier, volume 47, issue 3, pages 318-327, DOI: 10.1016/j.jmateco.2010.12.015.
• Haifeng You & Xiao‐Jun Zhang, 2011, "Limited attention and stock price drift following earnings announcements and 10‐K filings," China Finance Review International, Emerald Group Publishing Limited, volume 1, issue 4, pages 358-387, September, DOI: 10.1108/20441391111167487.
• Lubos Komarek & Ivana Kubicová, 2011, "The Classification and Identification of Asset Price Bubbles," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 61, issue 1, pages 34-48, January.
• Gadi Barlevy, 2011, "A leverage-based model of speculative bubbles," Working Paper Series, Federal Reserve Bank of Chicago, number WP-2011-07.
• Pierre-Andre Chiappori & Krislert Samphantharak & Sam Schulhofer-Wohl, 2011, "Heterogeneity and risk sharing in village economies," Working Papers, Federal Reserve Bank of Minneapolis, number 683.
• Matteo Del Vigna, 2011, "Financial market equilibria with heterogeneous agents: CAPM and market segmentation," Working Papers - Mathematical Economics, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa, number 2011-08, Sep.
• Matteo Del Vigna, 2011, "Market equilibrium with heterogeneous behavioural and classical investors' preferences," Working Papers - Mathematical Economics, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa, number 2011-09, Apr.
• Zaier Aouani & Bernard Cornet, 2011, "Reduced equivalent form of a financial structure," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-00629785, May, DOI: 10.1016/j.jmateco.2010.12.015.
• Zaier Aouani & Bernard Cornet, 2011, "Reduced equivalent form of a financial structure," Post-Print, HAL, number hal-00629785, May, DOI: 10.1016/j.jmateco.2010.12.015.
• Zaier Aouani & Bernard Cornet, 2011, "Reduced equivalent form of a financial structure," PSE-Ecole d'économie de Paris (Postprint), HAL, number hal-00629785, May, DOI: 10.1016/j.jmateco.2010.12.015.
• Thierry Foucault & Giovanni Cespa, 2011, "Insiders-Outsiders, Transparency and the Value of the Ticker," Working Papers, HAL, number hal-00580153, Mar.
• Christian Framstad, Nils, 2011, "Portfolio Separation Properties of the Skew-Elliptical Distributions," Memorandum, Oslo University, Department of Economics, number 02/2011, Feb.
• Chr. Framstad, Nils, 2011, "Portfolio Separation with -symmetric and Psuedo-isotropic Distributions," Memorandum, Oslo University, Department of Economics, number 12/2011, Apr.
• Chr. Framstad, Nils, 2011, "On free lunches in random walk markets with short-sale constraints and small transaction costs, and weak convergence to Gaussian continuous-time processes," Memorandum, Oslo University, Department of Economics, number 20/2011, Sep.
• Liu, Zhentao & Asako, Kazumi, 2011, "A Disequilibrium Analysis of the Japanese Loan Market : Were the Post-bubble Periods in Disequilibrium?," Hitotsubashi Journal of Economics, Hitotsubashi University, volume 52, issue 1, pages 87-111, June, DOI: 10.15057/19218.
• Andy Pike & Andrés Rodríguez-Pose & John Tomaney & Gianpiero Torrisi & Vassilis Tselios, 2011, "In search of the 'economic dividend' of devolution: Spatial disparities, spatial economic policy and decentralisation in the UK," Working Papers, Instituto Madrileño de Estudios Avanzados (IMDEA) Ciencias Sociales, number 2011-18, Oct.
• Stelian STANCU & Ion Gh. ROSCA & Gabriela PRELIPCEAN & Mariana LUPAN, 2011, "Characteristics Of Risk In Extreme Events," Romanian Journal of Economics, Institute of National Economy, volume 33, issue 2(bis)(42, pages 16-29, December.
• Stelian STANCU & Ion Gh. ROSCA & Gabriela PRELIPCEAN & Mariana LUPAN, 2011, "Particulars Of Treatment Of Extremely Asymmetric Risk," Romanian Journal of Economics, Institute of National Economy, volume 33, issue 2(bis)(42, pages 5-15, December.
• Eduardo A. Rodríguez, 2011, "On the Properties of General Equilibrium with Default in Economies with Incomplete Markets," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., volume 48, issue 1, pages 39-64.
• M. Vittoria Levati & Jianying Qiu & Prashanth Mahagaonkar, 2011, "Testing the Modigliani-Miller theorem directly in the lab," Jena Economics Research Papers, Friedrich-Schiller-University Jena, number 2011-021, Apr.
• Efraim Berkovich, 2011, "Search and herding effects in peer-to-peer lending: evidence from prosper.com," Annals of Finance, Springer, volume 7, issue 3, pages 389-405, August, DOI: 10.1007/s10436-011-0178-6.
• Oliver Williams & Stephen Satchell, 2011, "Social welfare issues of financial literacy and their implications for regulation," Journal of Regulatory Economics, Springer, volume 40, issue 1, pages 1-40, August, DOI: 10.1007/s11149-011-9151-6.
• Pierre-André Chiappori & Krislert Samphantharak & Sam Schulhofer-Wohl & Robert M. Townsend, 2011, "Heterogeneity and Risk Sharing in Village Economies," NBER Working Papers, National Bureau of Economic Research, Inc, number 16696, Jan.
• Seth M. Freedman & Ginger Zhe Jin, 2011, "Learning by Doing with Asymmetric Information: Evidence from Prosper.com," NBER Working Papers, National Bureau of Economic Research, Inc, number 16855, Mar.
• Viral V. Acharya & Alberto Bisin, 2011, "Counterparty Risk Externality: Centralized Versus Over-the-counter Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 17000, Apr.
• Efraim Benmelech & Nittai K. Bergman & Amit Seru, 2011, "Financing Labor," NBER Working Papers, National Bureau of Economic Research, Inc, number 17144, Jun.
• Xiaoji Lin & Lu Zhang, 2011, "Covariances versus Characteristics in General Equilibrium," NBER Working Papers, National Bureau of Economic Research, Inc, number 17285, Aug.
• Darrell Duffie & Semyon Malamud & Gustavo Manso, 2011, "Information Percolation in Segmented Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 17295, Aug.
• Darrell Duffie & Bruno Strulovici, 2011, "Capital Mobility and Asset Pricing," NBER Working Papers, National Bureau of Economic Research, Inc, number 17296, Aug.
• Alp Simsek, 2011, "Speculation and Risk Sharing with New Financial Assets," NBER Working Papers, National Bureau of Economic Research, Inc, number 17506, Oct.
• Jaksa Cvitanic & Elyès Jouini & Semyon Malamud & Clotilde Napp, 2011, "Financial Markets Equilibrium with Heterogeneous Agents," Review of Finance, European Finance Association, volume 16, issue 1, pages 285-321.
• Roman Angela & Avadanei Andreea, 2011, "The Monetary Policy Transmission Mechanism under Financial Distress. An Overview," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 1832-1838, May.
• Caruntu Constantin & Lapadusi Mihaela Loredana, 2011, "Net Present Value Criterion - Important Factor in Validating the Efficiency of an Investment," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 327-331, May.
• Ciobotea Adina & Oaca Sorina Cristina, 2011, "Assets and Liabilities Management – Concept and Optimal Organization," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 354-358, May.
• Enescu Roxana & Voroneanu Constantin-Bogdan, 2011, "Brief Analysis of Financial Architecture of European Union and Romania from Single Market Perspective," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 724-729, May.
• Ahmed, Walid M.A., 2011, "Comovements and Causality of Sector Price Indices: Evidence from the Egyptian Stock Exchange," MPRA Paper, University Library of Munich, Germany, number 28127, Jan.
• Avadanei, Andreea, 2011, "Analiza inițiativelor de promovare a integrării financiare la nivelul Uniunii Economice și Monetare
  [Analyzing European Initiatives for Sustaining Financial Integration within EMU]," MPRA Paper, University Library of Munich, Germany, number 30153, Apr.
• Avadanei, Andreea, 2011, "Integrarea pietei bursiere europene in contextul UEM
  [European stock market integration under EMU]," MPRA Paper, University Library of Munich, Germany, number 31086, Apr.
• Willis, Geoff, 2011, "Pricing, liquidity and the control of dynamic systems in finance and economics," MPRA Paper, University Library of Munich, Germany, number 31137, May.
• ince, meltem, 2011, "Financial liberalization, financial development and economic growth: An empirical analysis for Turkey," MPRA Paper, University Library of Munich, Germany, number 31978, Apr, revised 05 May 2011.
• Sinha, Pankaj & Sharma, Gopalakrishna & Shah, Akash & Singh, Abhijeet, 2011, "Algorithms for merging tick data and data analysis for Indian financial market," MPRA Paper, University Library of Munich, Germany, number 32058, Jul.
• Pfeffer, Claus-Peter, 2011, "Resolving economic deadlock," MPRA Paper, University Library of Munich, Germany, number 32221, Apr.
• Estrada, Fernando & Mutascu, Mihai & Tiwari, Aviral, 2011, "Estabilidad política y tributación
  [Taxation and political stability]," MPRA Paper, University Library of Munich, Germany, number 32414, Jul.
• Petrushchak, Bohdan, 2011, "The influence of metallurgical sector on Ukrainian economy," MPRA Paper, University Library of Munich, Germany, number 34001.
• Ahmad, Usman, 2011, "Efficiency Analysis of Micro-finance Institutions in Pakistan," MPRA Paper, University Library of Munich, Germany, number 34215, Oct.
• Dominique, C-René & Rivera-Solis, Luis Eduardo, 2011, "Mixed fractional Brownian motion, short and long-term Dependence and economic conditions: the case of the S&P-500 Index," MPRA Paper, University Library of Munich, Germany, number 34860, Oct.
• Carfì, David & Musolino, Francesco, 2011, "Game complete analysis for financial markets stabilization," MPRA Paper, University Library of Munich, Germany, number 34901.
• Ciuiu, Daniel, 2011, "Homogeneity tests for Levy processes and applications," MPRA Paper, University Library of Munich, Germany, number 36457, Sep, revised Nov 2011.
• Danilov, Vladimir & Koshovoy, Gleb & Page, Frank & Wooders, Myrna, 2011, "Existence of equilibrium with unbounded short sales: A new approach," MPRA Paper, University Library of Munich, Germany, number 37778, revised Mar 2012.
• Lúcio Godeiro, Lucas, 2011, "Impact of calendar effects in the volatility of vale shares," MPRA Paper, University Library of Munich, Germany, number 45993, Nov.
• Jean Marc Bottazzi & Jaime Luque & Mario Pascoa, 2011, "Securities market theory: possession, repo and rehypothecation," 2011 Meeting Papers, Society for Economic Dynamics, number 1214.
• Viral Acharya & Alberto Bisin, 2011, "Counterparty risk externality: Centralized versus over-the-counter markets," 2011 Meeting Papers, Society for Economic Dynamics, number 618.
• Michael Grill & Karl Schmedders & Felix Kubler & Johannes Brumm, 2011, "Collateral Requirements and Asset Prices," 2011 Meeting Papers, Society for Economic Dynamics, number 737.
• Delia-Elena Diaconasu & Alexandru Asavoaei, 2011, "The Role of Investment Funds in Romania," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, volume 14, issue 39, pages 45-59, March.
• Sasa Ivanovic & Suzana Baresa & Bogdan Sinisa, 2011, "Factoring: Alternative Model Of Financing," UTMS Journal of Economics, University of Tourism and Management, Skopje, Macedonia, volume 2, issue 2, pages 189-206.
• Dragoi Violeta & Constantinescu Lucretia Mariana, 2011, "The Quality Services Vector - A Performance Source For The Banks In Romania," Review of Applied Socio-Economic Research, Pro Global Science Association, volume 1, issue 1, pages 47-62, July.
• Doru-Cristian CORETCHI & Marian-Adrian GROSU, 2011, "The Financing of Public - Private Partnership (Ppp) Projects in Romania - An Evaluation of the Awareness and Know-How among Romanian Organizations," Journal of Knowledge Management, Economics and Information Technology, ScientificPapers.org, volume 1, issue 4, pages 1-12, June.
• Sudhir Jain & K. Tripathy, 2011, "Micro-Finance and Rural Enterprises: An Analysis of Operational Performance and Constraints in the SHG-Bank Linkage Program in India," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, volume 1, issue 1, pages 29-50, June, DOI: 10.14208/BF03353823.
• Weerachart Kilenthong, 2011, "Collateral premia and risk sharing under limited commitment," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 46, issue 3, pages 475-501, April, DOI: 10.1007/s00199-010-0535-0.
• Scott Condie & Jayant Ganguli, 2011, "Informational efficiency with ambiguous information," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 48, issue 2, pages 229-242, October, DOI: 10.1007/s00199-011-0646-2.
• Thorsten Hens & Terje Lensberg & Klaus Schenk-Hoppé & Peter Wöhrmann, 2011, "An evolutionary explanation of the value premium puzzle," Journal of Evolutionary Economics, Springer, volume 21, issue 5, pages 803-815, December, DOI: 10.1007/s00191-010-0213-1.
• Shira Fano & Paolo Pellizzari, 2011, "Time-Dependent Trading Strategies in a Continuous Double Auction," Lecture Notes in Economics and Mathematical Systems, Springer, in: Sjoukje Osinga & Gert Jan Hofstede & Tim Verwaart, "Emergent Results of Artificial Economics", DOI: 10.1007/978-3-642-21108-9_14.
• Loretti I. Dobrescu & Mihaela Neamtu & Dumitru Opris, 2011, "A Discrete--Delay Dynamic Model for the Stock Market," Discussion Papers, School of Economics, The University of New South Wales, number 2012-11, Oct.
• Shira Fano & Paolo Pellizzari, 2011, "Time-dependent trading strategies in a continuous double auction," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2011_03.
• Pascal Stiefenhofer, 2011, "Equilibrium Structure of Production Economies with Uncertainty: The Natural Projection Approach," Discussion Papers, Department of Economics, University of York, number 11/07, Apr.
• Memmel, Christoph & Sachs, Angelika & Stein, Ingrid, 2011, "Contagion at the interbank market with stochastic LGD," Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank, number 2011,06.
• Memmel, Christoph & Sachs, Angelika, 2011, "Contagion in the interbank market and its determinants," Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank, number 2011,17.
• Langlet, Markus, 2011, "Payment Card Network Pricing - A Theoretical Approach Analyzing the Relationship between Downstream Market Characteristics and the Merchant Usage Fee," EconStor Theses, ZBW - Leibniz Information Centre for Economics, number 44593.
• Stiefenhofer, Pascal, 2011, "The natural projection approach to production and uncertainty," Economics Discussion Papers, Kiel Institute for the World Economy, number 2011-10.
• Horst, Ulrich & Hu, Ying & Imkeller, Peter & Réveillac, Anthony & Zhang, Jianing, 2011, "Forward-backward systems for expected utility maximization," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2011-061.
• Horst, Ulrich & Kupper, Michael & Macrina, Andrea & Mainberger, Christoph, 2011, "Continuous equilibrium under base preferences and attainable initial endowments," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2011-082.
• Cheridito, Patrick & Horst, Ulrich & Kupper, Michael & Pirvu, Traian A., 2011, "Equilibrium pricing in incomplete markets under translation invariant preferences," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2011-083.

2010

• Prof. Ph.D Maria Caracota Dimitriu & Ph.D Student Sorina Cristina Oaca, 2010, "Managing Liquidity Risk In Banking Sector," Revista Tinerilor Economisti (The Young Economists Journal), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 14, pages 13-20, April.
• Milton Biage & Newton Carneiro Affonso da Costa Jr. & Waldemar Antonio da Rocha de Souza & Marco Antônio de Oliveira Vieira Goulart, 2010, "O Efeito Dia de Vencimento no Mercado de Opções da Bovespa Revisitado," Economia, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], volume 11, issue 1, pages 53-96.
• Vladimir Tzarevsky, 2010, "Global Financial Economic Crisis – Questions and Answers," Economic Thought journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 3, pages 23-36.
• Anders Johansen & Didier Sornette, 2010, "Shocks, Crashes and Bubbles in Financial Markets," Brussels Economic Review, ULB -- Universite Libre de Bruxelles, volume 53, issue 2, pages 201-253.
• Satchell, S. & Williams, O.J., 2010, "Social Welfare Issues of Financial Literacy," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1036, Aug.
• Satchell, S. & Williams, O.J., 2010, "On the Difficulty of Measuring Forecasting Skill in Financial Markets," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1039, Aug.
• Alberto Martin & Filippo Taddei, 2010, "International Capital Flows and Credit Market Imperfections: a Tale of Two Frictions," Carlo Alberto Notebooks, Collegio Carlo Alberto, number 160, revised 2011.
• Andy Pike & Andrés Rodríguez-Pose & John Tomaney & Gianpiero Torrisi & Vassilis Tselios, 2010, "In Search of the 'Economic Dividend' of Devolution: Spatial Disparities, Spatial Economic Policy and Decentralisation in the UK," SERC Discussion Papers, Centre for Economic Performance, LSE, number 0062, Oct.
• Gerit Vogt, 2010, "VAR-Prognose-Pooling : ein Ansatz zur Verbesserung der Informationsgrundlage der ifo Dresden Konjunkturprognosen," ifo Dresden berichtet, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 17, issue 02, pages .32-40, April.
• Thorsten HENS & Christian REICHLIN, 2010, "Three Solutions to the Pricing Kernel Puzzle," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 10-14, Mar.
• Felix KUBLER & Karl SCHMEDDERS, 2010, "Life-Cycle Portfolio Choice, the Wealth Distribution and Asset Prices," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 10-21, May.
• Jaksa CVITANIC & Semyon MALAMUD, 2010, "Price Impact and Portfolio Impact," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 10-26, Jun.
• Shengle Lin & Stephen Rassenti, 2010, "Are Under- and Over-reaction the Same Matter? A Price Inertia based Account," Working Papers, Chapman University, Economic Science Institute, number 10-05.
• Luis Roberto Mart√≠nez & Christian Jaramillo & Nicolas De Roux & Juan-Camilo CÔøΩrdenas, 2010, "It¬¥s Not My Money: An Experiment on Risk Aversion and the House-money Effect," Documentos CEDE, Universidad de los Andes, Facultad de Economía, CEDE, number 6712, Jan.
• Román Leonardo Villarreal Ramos, 2010, "El mercado de crédito colombiano, un análisis desde las reformas financieras," Revista Equidad y Desarrollo, Universidad de la Salle, DOI: 10.19052/ed.201.
• Casper van Ewijk & Henri de Groot & C. Santing, 2010, "A meta-analysis of the equity premium," CPB Discussion Paper, CPB Netherlands Bureau for Economic Policy Analysis, number 156, Aug.
• Martín, Alberto & Taddei, Filippo, 2010, "International Capital Flows and Credit Market Imperfections: A Tale of Two Frictions," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8131, Dec.
• Iori, G. & Tedeschi, G., 2010, "Herding effects in order driven markets: The rise and fall of gurus," Working Papers, Department of Economics, City St George's, University of London, number 10/05.
• Ana Fostel & John Geanakoplos, 2010, "Why Does Bad News Increase Volatility and Decrease Leverage?," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1762, Jul.
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